In this paper, a new belief Markov chain is proposed. The new model uses the basic probability assignment(BPA) to describe the uncertainty of states as Dempster-Shafer theory[1]}, [2]} is an efficient tool to deal with the uncertainty[3]}, [4]}, [5]}, [6]}. The Dempster-shafer fusion can also be modelled in the Markov fields.[7]}, [8]}. Interval number is a simple and efficient tool to handle the uncertain data[9]}, [10]}. Considering the properties of interval number, the BPA is generated based on interval number in our model. Due to it, the uncertain data can be represented in the form of interval number. An application in inventory control shows that our proposed model can represent and handle with uncertainty effectively. The prediction result also agrees with the practical situation, which proves the correctness of our model.
